Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 2.98% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 39'571 | 39'571 | 33'819 CHF | 34'623 CHF | 100.00% | 100.00% |
12.07.2024 | 3.11% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 39'582 | 39'582 | 33'029 CHF | 33'833 CHF | 100.00% | 100.00% |
11.07.2024 | 3.28% | 0.80 CHF | 0.81 CHF | 89'000 | 89'000 | 40'224 | 40'224 | 31'525 CHF | 32'344 CHF | 99.81% | 99.81% |
10.07.2024 | 3.26% | 0.76 CHF | 0.77 CHF | 89'000 | 89'000 | 40'311 | 40'311 | 30'981 CHF | 31'803 CHF | 100.00% | 100.00% |
09.07.2024 | 3.18% | 0.79 CHF | 0.80 CHF | 89'000 | 89'000 | 39'759 | 39'759 | 31'668 CHF | 32'474 CHF | 99.77% | 99.77% |
08.07.2024 | 2.95% | 0.81 CHF | 0.82 CHF | 88'000 | 88'000 | 39'357 | 39'357 | 33'213 CHF | 34'011 CHF | 100.00% | 100.00% |
05.07.2024 | 3.04% | 0.82 CHF | 0.83 CHF | 88'000 | 88'000 | 39'448 | 39'448 | 32'736 CHF | 33'540 CHF | 99.71% | 99.71% |
04.07.2024 | 3.48% | 0.85 CHF | 0.88 CHF | 35'000 | 35'000 | 28'537 | 28'537 | 24'120 CHF | 24'976 CHF | 100.00% | 100.00% |
03.07.2024 | 3.06% | 0.86 CHF | 0.87 CHF | 87'000 | 87'000 | 39'440 | 39'440 | 33'212 CHF | 34'014 CHF | 99.99% | 99.99% |
02.07.2024 | 3.06% | 0.83 CHF | 0.84 CHF | 88'000 | 88'000 | 39'302 | 39'302 | 32'646 CHF | 33'442 CHF | 100.00% | 100.00% |